Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
2.24%
decreased by 0.05%
1 Week
2.32%
increased by 0.03%
1 Month
2.62%
increased by 0.33%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1577 | 3.67 | |
| 0.0798 | 3.04 | |
| 0.9202 | 35.45 | |
| -0.0108 | -0.05 | |
| -0.0716 | -0.27 | |
| 0.0547 | 0.49 | |
| 0.0901 | 1.16 | |
| -0.0276 | -0.25 | |
| -0.1987 | -1.33 | |
| 0.2965 | 2.20 | |
| -0.1578 | -1.85 |
Estimation Period:
Jul 31, 2001 to Jun 5, 2026
Jul 31, 2001 to Jun 5, 2026
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